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authorDaniel Baumann <daniel.baumann@progress-linux.org>2024-07-24 09:54:23 +0000
committerDaniel Baumann <daniel.baumann@progress-linux.org>2024-07-24 09:54:44 +0000
commit836b47cb7e99a977c5a23b059ca1d0b5065d310e (patch)
tree1604da8f482d02effa033c94a84be42bc0c848c3 /ml/dlib/examples/rank_features_ex.cpp
parentReleasing debian version 1.44.3-2. (diff)
downloadnetdata-836b47cb7e99a977c5a23b059ca1d0b5065d310e.tar.xz
netdata-836b47cb7e99a977c5a23b059ca1d0b5065d310e.zip
Merging upstream version 1.46.3.
Signed-off-by: Daniel Baumann <daniel.baumann@progress-linux.org>
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-// The contents of this file are in the public domain. See LICENSE_FOR_EXAMPLE_PROGRAMS.txt
-/*
-
- This is an example illustrating the use of the rank_features() function
- from the dlib C++ Library.
-
- This example creates a simple set of data and then shows
- you how to use the rank_features() function to find a good
- set of features (where "good" means the feature set will probably
- work well with a classification algorithm).
-
- The data used in this example will be 4 dimensional data and will
- come from a distribution where points with a distance less than 10
- from the origin are labeled +1 and all other points are labeled
- as -1. Note that this data is conceptually 2 dimensional but we
- will add two extra features for the purpose of showing what
- the rank_features() function does.
-*/
-
-
-#include <iostream>
-#include <dlib/svm.h>
-#include <dlib/rand.h>
-#include <vector>
-
-using namespace std;
-using namespace dlib;
-
-
-int main()
-{
-
- // This first typedef declares a matrix with 4 rows and 1 column. It will be the
- // object that contains each of our 4 dimensional samples.
- typedef matrix<double, 4, 1> sample_type;
-
-
-
- // Now let's make some vector objects that can hold our samples
- std::vector<sample_type> samples;
- std::vector<double> labels;
-
- dlib::rand rnd;
-
- for (int x = -30; x <= 30; ++x)
- {
- for (int y = -30; y <= 30; ++y)
- {
- sample_type samp;
-
- // the first two features are just the (x,y) position of our points and so
- // we expect them to be good features since our two classes here are points
- // close to the origin and points far away from the origin.
- samp(0) = x;
- samp(1) = y;
-
- // This is a worthless feature since it is just random noise. It should
- // be indicated as worthless by the rank_features() function below.
- samp(2) = rnd.get_random_double();
-
- // This is a version of the y feature that is corrupted by random noise. It
- // should be ranked as less useful than features 0, and 1, but more useful
- // than the above feature.
- samp(3) = y*0.2 + (rnd.get_random_double()-0.5)*10;
-
- // add this sample into our vector of samples.
- samples.push_back(samp);
-
- // if this point is less than 15 from the origin then label it as a +1 class point.
- // otherwise it is a -1 class point
- if (sqrt((double)x*x + y*y) <= 15)
- labels.push_back(+1);
- else
- labels.push_back(-1);
- }
- }
-
-
- // Here we normalize all the samples by subtracting their mean and dividing by their standard deviation.
- // This is generally a good idea since it often heads off numerical stability problems and also
- // prevents one large feature from smothering others.
- const sample_type m(mean(mat(samples))); // compute a mean vector
- const sample_type sd(reciprocal(stddev(mat(samples)))); // compute a standard deviation vector
- // now normalize each sample
- for (unsigned long i = 0; i < samples.size(); ++i)
- samples[i] = pointwise_multiply(samples[i] - m, sd);
-
- // This is another thing that is often good to do from a numerical stability point of view.
- // However, in our case it doesn't really matter. It's just here to show you how to do it.
- randomize_samples(samples,labels);
-
-
-
- // This is a typedef for the type of kernel we are going to use in this example.
- // In this case I have selected the radial basis kernel that can operate on our
- // 4D sample_type objects. In general, I would suggest using the same kernel for
- // classification and feature ranking.
- typedef radial_basis_kernel<sample_type> kernel_type;
-
- // The radial_basis_kernel has a parameter called gamma that we need to set. Generally,
- // you should try the same gamma that you are using for training. But if you don't
- // have a particular gamma in mind then you can use the following function to
- // find a reasonable default gamma for your data. Another reasonable way to pick a gamma
- // is often to use 1.0/compute_mean_squared_distance(randomly_subsample(samples, 2000)).
- // It computes the mean squared distance between 2000 randomly selected samples and often
- // works quite well.
- const double gamma = verbose_find_gamma_with_big_centroid_gap(samples, labels);
-
- // Next we declare an instance of the kcentroid object. It is used by rank_features()
- // two represent the centroids of the two classes. The kcentroid has 3 parameters
- // you need to set. The first argument to the constructor is the kernel we wish to
- // use. The second is a parameter that determines the numerical accuracy with which
- // the object will perform part of the ranking algorithm. Generally, smaller values
- // give better results but cause the algorithm to attempt to use more dictionary vectors
- // (and thus run slower and use more memory). The third argument, however, is the
- // maximum number of dictionary vectors a kcentroid is allowed to use. So you can use
- // it to put an upper limit on the runtime complexity.
- kcentroid<kernel_type> kc(kernel_type(gamma), 0.001, 25);
-
- // And finally we get to the feature ranking. Here we call rank_features() with the kcentroid we just made,
- // the samples and labels we made above, and the number of features we want it to rank.
- cout << rank_features(kc, samples, labels) << endl;
-
- // The output is:
- /*
- 0 0.749265
- 1 1
- 3 0.933378
- 2 0.825179
- */
-
- // The first column is a list of the features in order of decreasing goodness. So the rank_features() function
- // is telling us that the samples[i](0) and samples[i](1) (i.e. the x and y) features are the best two. Then
- // after that the next best feature is the samples[i](3) (i.e. the y corrupted by noise) and finally the worst
- // feature is the one that is just random noise. So in this case rank_features did exactly what we would
- // intuitively expect.
-
-
- // The second column of the matrix is a number that indicates how much the features up to that point
- // contribute to the separation of the two classes. So bigger numbers are better since they
- // indicate a larger separation. The max value is always 1. In the case below we see that the bad
- // features actually make the class separation go down.
-
- // So to break it down a little more.
- // 0 0.749265 <-- class separation of feature 0 all by itself
- // 1 1 <-- class separation of feature 0 and 1
- // 3 0.933378 <-- class separation of feature 0, 1, and 3
- // 2 0.825179 <-- class separation of feature 0, 1, 3, and 2
-
-
-}
-